Near Instance Optimal Model Selection for Pure Exploration Linear Bandits.
Yinglun ZhuJulian Katz-SamuelsRobert D. NowakPublished in: CoRR (2021)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- bayesian learning
- machine learning
- statistical learning
- error estimation
- regression model
- closed form
- variable selection
- statistical inference
- meta learning
- model selection criteria
- parameter determination
- feature selection
- motion segmentation
- mixture model
- gaussian process
- bayesian model selection
- bayesian information criterion
- generalization error
- selection criterion
- bayesian methods
- generalization bounds
- regret bounds
- marginal likelihood
- mutual information
- prior knowledge
- optimal solution
- automatic model selection